1 // Copyright 2014 Marco Guazzone (marco.guazzone@gmail.com).
3 // Use, modification and distribution are subject to the
4 // Boost Software License, Version 1.0.
5 // (See accompanying file LICENSE_1_0.txt
6 // or copy at http://www.boost.org/LICENSE_1_0.txt)
10 #include <boost/math/tools/test.hpp>
11 #include <boost/math/concepts/real_concept.hpp>
12 #include <boost/math/distributions/complement.hpp>
13 #include <boost/math/distributions/hyperexponential.hpp>
14 #include <boost/math/tools/precision.hpp>
16 #define BOOST_TEST_MAIN
17 #include <boost/test/unit_test.hpp>
18 #include <boost/test/tools/floating_point_comparison.hpp>
24 #define BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(T, actual, expected, tol) \
26 std::vector<T> x = (actual); \
27 std::vector<T> y = (expected); \
28 BOOST_CHECK_EQUAL( x.size(), y.size() ); \
29 const std::size_t n = x.size(); \
30 for (std::size_t i = 0; i < n; ++i) \
32 BOOST_CHECK_CLOSE( x[i], y[i], tol ); \
36 #ifndef BOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
37 typedef boost::mpl::list<float, double, long double, boost::math::concepts::real_concept> test_types;
39 typedef boost::mpl::list<float, double> test_types;
42 template <typename RealT>
43 RealT make_tolerance()
45 // Tolerance is 100eps expressed as a persentage (as required by Boost.Build):
46 return boost::math::tools::epsilon<RealT>() * 100 * 100;
49 BOOST_AUTO_TEST_CASE_TEMPLATE(klass, RealT, test_types)
51 const RealT tol = make_tolerance<RealT>();
53 boost::math::hyperexponential_distribution<RealT> dist;
54 BOOST_CHECK_EQUAL(dist.num_phases(), 1);
55 BOOST_CHECK_CLOSE(dist.probabilities()[0], static_cast<RealT>(1L), tol);
56 BOOST_CHECK_CLOSE(dist.rates()[0], static_cast<RealT>(1L), tol);
58 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
59 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
60 const std::size_t n = sizeof(probs) / sizeof(RealT);
62 boost::math::hyperexponential_distribution<RealT> dist_it(probs, probs+n, rates, rates+n);
63 BOOST_CHECK_EQUAL(dist_it.num_phases(), n);
64 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_it.probabilities(), std::vector<RealT>(probs, probs+n), tol);
65 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_it.rates(), std::vector<RealT>(rates, rates+n), tol);
67 boost::math::hyperexponential_distribution<RealT> dist_r(probs, rates);
68 BOOST_CHECK_EQUAL(dist_r.num_phases(), n);
69 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_r.probabilities(), std::vector<RealT>(probs, probs+n), tol);
70 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_r.rates(), std::vector<RealT>(rates, rates+n), tol);
72 #if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !(defined(BOOST_GCC_VERSION) && (BOOST_GCC_VERSION < 40500))
73 boost::math::hyperexponential_distribution<RealT> dist_il = {{static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L)}, {static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L)}};
74 BOOST_CHECK_EQUAL(dist_il.num_phases(), n);
75 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_il.probabilities(), std::vector<RealT>(probs, probs+n), tol);
76 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_il.rates(), std::vector<RealT>(rates, rates+n), tol);
78 boost::math::hyperexponential_distribution<RealT> dist_n_r = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
79 BOOST_CHECK_EQUAL(dist_n_r.num_phases(), n);
80 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r.probabilities(), std::vector<RealT>(n, static_cast<RealT>(1.0L / 3.0L)), tol);
81 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r.rates(), std::vector<RealT>(rates, rates + n), tol);
82 #endif // BOOST_NO_CXX11_HDR_INITIALIZER_LIST
84 boost::math::hyperexponential_distribution<RealT> dist_n_it(rates, rates+n);
85 BOOST_CHECK_EQUAL(dist_n_it.num_phases(), n);
86 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_it.probabilities(), std::vector<RealT>(n, static_cast<RealT>(1.0L/3.0L)), tol);
87 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_it.rates(), std::vector<RealT>(rates, rates+n), tol);
89 boost::math::hyperexponential_distribution<RealT> dist_n_r2(rates);
90 BOOST_CHECK_EQUAL(dist_n_r2.num_phases(), n);
91 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r2.probabilities(), std::vector<RealT>(n, static_cast<RealT>(1.0L/3.0L)), tol);
92 BOOST_MATH_HYPEREXP_CHECK_CLOSE_COLLECTIONS(RealT, dist_n_r2.rates(), std::vector<RealT>(rates, rates+n), tol);
95 BOOST_AUTO_TEST_CASE_TEMPLATE(range, RealT, test_types)
97 const RealT tol = make_tolerance<RealT>();
99 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
100 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
101 const std::size_t n = sizeof(probs) / sizeof(RealT);
103 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
105 std::pair<RealT,RealT> res;
106 res = boost::math::range(dist);
108 BOOST_CHECK_CLOSE( res.first, static_cast<RealT>(0), tol );
109 if(std::numeric_limits<RealT>::has_infinity)
111 BOOST_CHECK_EQUAL(res.second, std::numeric_limits<RealT>::infinity());
115 BOOST_CHECK_EQUAL(res.second, boost::math::tools::max_value<RealT>());
119 BOOST_AUTO_TEST_CASE_TEMPLATE(support, RealT, test_types)
121 const RealT tol = make_tolerance<RealT>();
123 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
124 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1), static_cast<RealT>(1.5L) };
125 const std::size_t n = sizeof(probs)/sizeof(RealT);
127 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
129 std::pair<RealT,RealT> res;
130 res = boost::math::support(dist);
132 BOOST_CHECK_CLOSE( res.first, boost::math::tools::min_value<RealT>(), tol );
133 BOOST_CHECK_CLOSE( res.second, boost::math::tools::max_value<RealT>(), tol );
136 BOOST_AUTO_TEST_CASE_TEMPLATE(pdf, RealT, test_types)
138 const RealT tol = make_tolerance<RealT>();
140 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
141 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1), static_cast<RealT>(1.5) };
142 const std::size_t n = sizeof(probs)/sizeof(RealT);
144 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
146 // Mathematica: Table[N[PDF[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}]
147 BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast<RealT>(0)), static_cast<RealT>(1.15L), tol );
148 BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast<RealT>(1)), static_cast<RealT>(0.33836451843401841053899743762056570L), tol );
149 BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast<RealT>(2)), static_cast<RealT>(0.11472883036402599696225903724543774L), tol );
150 BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast<RealT>(3)), static_cast<RealT>(0.045580883928883895659238122486617681L), tol );
151 BOOST_CHECK_CLOSE( boost::math::pdf(dist, static_cast<RealT>(4)), static_cast<RealT>(0.020887284122781292094799231452333314L), tol );
154 BOOST_AUTO_TEST_CASE_TEMPLATE(cdf, RealT, test_types)
156 const RealT tol = make_tolerance<RealT>();
158 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
159 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
160 const std::size_t n = sizeof(probs)/sizeof(RealT);
162 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
164 // Mathematica: Table[N[CDF[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}]
165 BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast<RealT>(0)), static_cast<RealT>(0), tol );
166 BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast<RealT>(1)), static_cast<RealT>(0.65676495563182570433394272657131939L), tol );
167 BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast<RealT>(2)), static_cast<RealT>(0.86092999261079575662302418965093162L), tol );
168 BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast<RealT>(3)), static_cast<RealT>(0.93488334919083369807146961400871370L), tol );
169 BOOST_CHECK_CLOSE( boost::math::cdf(dist, static_cast<RealT>(4)), static_cast<RealT>(0.96619887559772402832156211090812241L), tol );
173 BOOST_AUTO_TEST_CASE_TEMPLATE(quantile, RealT, test_types)
175 const RealT tol = make_tolerance<RealT>();
177 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
178 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
179 const std::size_t n = sizeof(probs)/sizeof(RealT);
181 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
183 // Mathematica: Table[N[Quantile[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], p], 35], {p, {0.`35, 0.6567649556318257043339427265713193884067872189124925936717`35, 0.8609299926107957566230241896509316171726985139265620607067`35, 0.9348833491908336980714696140087136988562861627183715044229`35, 0.9661988755977240283215621109081224127091468307592751727719`35}}]
184 BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast<RealT>(0)), static_cast<RealT>(0), tol );
185 BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast<RealT>(0.65676495563182570433394272657131939L)), static_cast<RealT>(1), tol );
186 BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast<RealT>(0.86092999261079575662302418965093162L)), static_cast<RealT>(2), tol );
187 BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast<RealT>(0.93488334919083369807146961400871370L)), static_cast<RealT>(3), tol );
188 BOOST_CHECK_CLOSE( boost::math::quantile(dist, static_cast<RealT>(0.96619887559772402832156211090812241L)), static_cast<RealT>(4), tol );
191 BOOST_AUTO_TEST_CASE_TEMPLATE(ccdf, RealT, test_types)
193 const RealT tol = make_tolerance<RealT>();
195 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
196 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
197 const std::size_t n = sizeof(probs)/sizeof(RealT);
199 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
201 // Mathematica: Table[N[SurvivalFunction[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], x], 35], {x, 0, 4}]
202 BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast<RealT>(0))), static_cast<RealT>(1), tol );
203 BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast<RealT>(1))), static_cast<RealT>(0.34323504436817429566605727342868061L), tol );
204 BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast<RealT>(2))), static_cast<RealT>(0.13907000738920424337697581034906838L), tol );
205 BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast<RealT>(3))), static_cast<RealT>(0.065116650809166301928530385991286301L), tol );
206 BOOST_CHECK_CLOSE( boost::math::cdf(boost::math::complement(dist, static_cast<RealT>(4))), static_cast<RealT>(0.033801124402275971678437889091877587L), tol );
210 BOOST_AUTO_TEST_CASE_TEMPLATE(cquantile, RealT, test_types)
212 const RealT tol = make_tolerance<RealT>();
214 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
215 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
216 const std::size_t n = sizeof(probs) / sizeof(RealT);
218 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
220 // Mathematica: Table[N[InverseSurvivalFunction[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}], p], 35], {p, {1.`35, 0.3432350443681742956660572734286806115932127810875074063283`35, 0.1390700073892042433769758103490683828273014860734379392933`35, 0.0651166508091663019285303859912863011437138372816284955771`35, 0.0338011244022759716784378890918775872908531692407248272281`35}}]
221 BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast<RealT>(1))), static_cast<RealT>(0), tol );
222 BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast<RealT>(0.34323504436817429566605727342868061L))), static_cast<RealT>(1), tol );
223 BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast<RealT>(0.13907000738920424337697581034906838L))), static_cast<RealT>(2), tol );
224 BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast<RealT>(0.065116650809166301928530385991286301L))), static_cast<RealT>(3), tol );
225 BOOST_CHECK_CLOSE( boost::math::quantile(boost::math::complement(dist, static_cast<RealT>(0.033801124402275971678437889091877587L))), static_cast<RealT>(4), tol );
228 BOOST_AUTO_TEST_CASE_TEMPLATE(mean, RealT, test_types)
230 const RealT tol = make_tolerance<RealT>();
232 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
233 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
234 const std::size_t n = sizeof(probs) / sizeof(RealT);
236 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
238 // Mathematica: N[Mean[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35]
239 BOOST_CHECK_CLOSE( boost::math::mean(dist), static_cast<RealT>(1.0333333333333333333333333333333333L), tol );
242 BOOST_AUTO_TEST_CASE_TEMPLATE(variance, RealT, test_types)
244 const RealT tol = make_tolerance<RealT>();
246 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
247 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
248 const std::size_t n = sizeof(probs) / sizeof(RealT);
250 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
252 // Mathematica: N[Variance[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35]
253 BOOST_CHECK_CLOSE( boost::math::variance(dist), static_cast<RealT>(1.5766666666666666666666666666666667L), tol );
256 BOOST_AUTO_TEST_CASE_TEMPLATE(kurtosis, RealT, test_types)
258 const RealT tol = make_tolerance<RealT>();
260 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
261 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
262 const std::size_t n = sizeof(probs) / sizeof(RealT);
264 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
266 // Mathematica: N[Kurtosis[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35]
267 BOOST_CHECK_CLOSE( boost::math::kurtosis(dist), static_cast<RealT>(19.750738616808728416968743435138046L), tol );
268 // Mathematica: N[Kurtosis[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}] - 3.`35], 35]
269 BOOST_CHECK_CLOSE( boost::math::kurtosis_excess(dist), static_cast<RealT>(16.750738616808728416968743435138046L), tol );
272 BOOST_AUTO_TEST_CASE_TEMPLATE(skewness, RealT, test_types)
274 const RealT tol = make_tolerance<RealT>();
276 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
277 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
278 const std::size_t n = sizeof(probs) / sizeof(RealT);
280 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
282 // Mathematica: N[Skewness[HyperexponentialDistribution[{1/5, 3/10, 1/2}, {1/2, 1, 3/2}]], 35]
283 BOOST_CHECK_CLOSE( boost::math::skewness(dist), static_cast<RealT>(3.1811387449963809211146099116375685L), tol );
286 BOOST_AUTO_TEST_CASE_TEMPLATE(mode, RealT, test_types)
288 const RealT tol = make_tolerance<RealT>();
290 const RealT probs[] = { static_cast<RealT>(0.2L), static_cast<RealT>(0.3L), static_cast<RealT>(0.5L) };
291 const RealT rates[] = { static_cast<RealT>(0.5L), static_cast<RealT>(1.0L), static_cast<RealT>(1.5L) };
292 const std::size_t n = sizeof(probs) / sizeof(RealT);
294 boost::math::hyperexponential_distribution<RealT> dist(probs, probs+n, rates, rates+n);
296 BOOST_CHECK_CLOSE( boost::math::mode(dist), static_cast<RealT>(0), tol );
302 std::cout << typeid(t).name() << std::endl;
305 BOOST_AUTO_TEST_CASE(construct)
307 boost::array<double, 3> da1 = { { 0.5, 1, 1.5 } };
308 boost::array<double, 3> da2 = { { 0.25, 0.5, 0.25 } };
309 std::vector<double> v1(da1.begin(), da1.end());
310 std::vector<double> v2(da2.begin(), da2.end());
312 std::vector<double> result_v;
313 boost::math::hyperexponential he1(v2, v1);
314 result_v = he1.rates();
315 BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end());
316 result_v = he1.probabilities();
317 BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end());
319 boost::math::hyperexponential he2(da2, da1);
320 result_v = he2.rates();
321 BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end());
322 result_v = he2.probabilities();
323 BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end());
325 #if !defined(BOOST_NO_CXX11_HDR_INITIALIZER_LIST) && !(defined(BOOST_GCC_VERSION) && (BOOST_GCC_VERSION < 40500))
326 std::initializer_list<double> il = { 0.25, 0.5, 0.25 };
327 std::initializer_list<double> il2 = { 0.5, 1, 1.5 };
328 boost::math::hyperexponential he3(il, il2);
329 result_v = he3.rates();
330 BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end());
331 result_v = he3.probabilities();
332 BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end());
334 boost::math::hyperexponential he4({ 0.25, 0.5, 0.25 }, { 0.5, 1.0, 1.5 });
335 result_v = he4.rates();
336 BOOST_CHECK_EQUAL_COLLECTIONS(v1.begin(), v1.end(), result_v.begin(), result_v.end());
337 result_v = he4.probabilities();
338 BOOST_CHECK_EQUAL_COLLECTIONS(v2.begin(), v2.end(), result_v.begin(), result_v.end());
342 BOOST_AUTO_TEST_CASE_TEMPLATE(special_cases, RealT, test_types)
344 const RealT tol = make_tolerance<RealT>();
346 // When the number of phases is 1, the hyperexponential distribution is an exponential distribution
347 const RealT rates1[] = { static_cast<RealT>(0.5L) };
348 boost::math::hyperexponential_distribution<RealT> hexp1(rates1);
349 boost::math::exponential_distribution<RealT> exp1(rates1[0]);
350 BOOST_CHECK_CLOSE(boost::math::pdf(hexp1, static_cast<RealT>(1L)), boost::math::pdf(exp1, static_cast<RealT>(1L)), tol);
351 BOOST_CHECK_CLOSE(boost::math::cdf(hexp1, static_cast<RealT>(1L)), boost::math::cdf(exp1, static_cast<RealT>(1L)), tol);
352 BOOST_CHECK_CLOSE(boost::math::mean(hexp1), boost::math::mean(exp1), tol);
353 BOOST_CHECK_CLOSE(boost::math::variance(hexp1), boost::math::variance(exp1), tol);
354 BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast<RealT>(0.25L)), boost::math::quantile(exp1, static_cast<RealT>(0.25L)), tol);
355 BOOST_CHECK_CLOSE(boost::math::median(hexp1), boost::math::median(exp1), tol);
356 BOOST_CHECK_CLOSE(boost::math::quantile(hexp1, static_cast<RealT>(0.75L)), boost::math::quantile(exp1, static_cast<RealT>(0.75L)), tol);
357 BOOST_CHECK_CLOSE(boost::math::mode(hexp1), boost::math::mode(exp1), tol);
359 // When a k-phase hyperexponential distribution has all rates equal to r, the distribution is an exponential distribution with rate r
360 const RealT rate2 = static_cast<RealT>(0.5L);
361 const RealT rates2[] = { rate2, rate2, rate2 };
362 boost::math::hyperexponential_distribution<RealT> hexp2(rates2);
363 boost::math::exponential_distribution<RealT> exp2(rate2);
364 BOOST_CHECK_CLOSE(boost::math::pdf(hexp2, static_cast<RealT>(1L)), boost::math::pdf(exp2, static_cast<RealT>(1L)), tol);
365 BOOST_CHECK_CLOSE(boost::math::cdf(hexp2, static_cast<RealT>(1L)), boost::math::cdf(exp2, static_cast<RealT>(1L)), tol);
366 BOOST_CHECK_CLOSE(boost::math::mean(hexp2), boost::math::mean(exp2), tol);
367 BOOST_CHECK_CLOSE(boost::math::variance(hexp2), boost::math::variance(exp2), tol);
368 BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast<RealT>(0.25L)), boost::math::quantile(exp2, static_cast<RealT>(0.25L)), tol);
369 BOOST_CHECK_CLOSE(boost::math::median(hexp2), boost::math::median(exp2), tol);
370 BOOST_CHECK_CLOSE(boost::math::quantile(hexp2, static_cast<RealT>(0.75L)), boost::math::quantile(exp2, static_cast<RealT>(0.75L)), tol);
371 BOOST_CHECK_CLOSE(boost::math::mode(hexp2), boost::math::mode(exp2), tol);
374 BOOST_AUTO_TEST_CASE_TEMPLATE(error_cases, RealT, test_types)
376 typedef boost::math::hyperexponential_distribution<RealT> dist_t;
377 boost::array<RealT, 2> probs = { { 1, 2 } };
378 boost::array<RealT, 3> probs2 = { { 1, 2, 3 } };
379 boost::array<RealT, 3> rates = { { 1, 2, 3 } };
380 BOOST_MATH_CHECK_THROW(dist_t(probs.begin(), probs.end(), rates.begin(), rates.end()), std::domain_error);
381 BOOST_MATH_CHECK_THROW(dist_t(probs, rates), std::domain_error);
383 BOOST_MATH_CHECK_THROW(dist_t(probs2, rates), std::domain_error);
385 BOOST_MATH_CHECK_THROW(dist_t(probs2, rates), std::domain_error);
386 BOOST_MATH_CHECK_THROW(dist_t(probs.begin(), probs.begin(), rates.begin(), rates.begin()), std::domain_error);
387 BOOST_MATH_CHECK_THROW(dist_t(rates.begin(), rates.begin()), std::domain_error);